-6.5%
FXI vs VRSK
-11.8%
+5.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | -3.9% | -5.2% | +1.3% | -3.3% |
| 30D | -2.1% | -2.3% | +0.2% | -1.9% |
| 3M | -0.5% | -2.9% | +2.5% | -0.4% |
| 6M | -4.5% | -12.8% | +8.3% | -3.2% |
| YTD | -9.2% | -20.8% | +11.6% | -6.6% |
| 1Y | -13.8% | -33.2% | +19.4% | -8.4% |
| 3Y | +36.6% | -26.6% | +63.2% | +39.4% |
| All | -6.5% | -11.8% | +5.3% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VRSK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling